0.60Open1.80Pre Close2 Volume9 Open Interest17.00Strike Price120.00Turnover34.45%IV0.39%PremiumOct 18, 2024Expiry Date0.53Intrinsic Value100Multiplier15DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.6903Delta0.2822Gamma21.25Leverage Ratio-0.0158Theta0.0048Rho14.67Eff Leverage0.0128Vega